| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 381.24% | 88.64% |
| Max Drawdown | -29.63% | -93.44% |
| Sharpe | 0.8 | 0.33 |
| Sortino | 1.51 | 0.49 |
| Payoff Ratio | 1.52 | 1.35 |
| Profit Factor | 1.49 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 1.04 | 0.71 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 51.47 | 2.92 |
| Outlier Loss Ratio | 3.87 | 2.51 |
| Volatility (ann.) | 14.41% | 49.88% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.76 | 0.2 |
| Skew | 6.05 | 0.44 |
| Kurtosis | 122.58 | 10.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.47% | 1.39% |
| Expected Yearly % | 48.11% | 17.19% |
| Kelly Criterion | 10.36% | 13.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.25% |
| Expected Shortfall (cVaR) | -1.21% | -4.25% |
| Year | 12215438:SOLUSD | 12215438:solusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.22 | -7.31 | 0.08 | + |
| 2023 | 921.46 | 87.39 | 0.09 | - |
| 2024 | 85.41 | 40.87 | 0.48 | - |
| 2025 | 1.83 | 96.67 | 52.76 | + |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| MTD | 12.19% | -7.89% |
| 3M | 22.07% | 5.93% |
| 6M | 27.73% | 37.49% |
| YTD | 96.67% | 1.83% |
| 1Y | 86.11% | 20.5% |
| 3Y (ann.) | 63.68% | 88.09% |
| 5Y (ann.) | 52.17% | 18.48% |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Max Drawdown | -29.63% | -93.44% |
| Longest DD Days | 396.0 | 703.0 |
| Avg. Drawdown | -3.55% | -14.47% |
| Avg. Drawdown Days | 20.0 | 54.0 |
| Recovery Factor | 12.87 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-30 | 2023-09-30 | -29.63 | 396 |
| 2023-12-22 | 2024-02-28 | -15.22 | 68 |
| 2024-11-08 | 2025-01-18 | -14.60 | 70 |
| 2024-06-05 | 2024-07-29 | -12.35 | 53 |
| 2022-05-16 | 2022-08-11 | -10.47 | 87 |
| 2025-03-16 | 2025-04-11 | -8.97 | 26 |
| 2024-03-31 | 2024-05-04 | -8.29 | 33 |
| 2025-08-24 | 2025-10-01 | -8.00 | 37 |
| 2024-07-29 | 2024-08-24 | -7.36 | 25 |
| 2025-05-10 | 2025-06-10 | -7.04 | 31 |
| Metric | 12215438:solusd:triple_med_gx:lsma55_15 | 12215438:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.32% | -26.94% |
| Best Week | 20.97% | 43.67% |
| Worst Week | -11.98% | -51.66% |
| Best Month | 23.5% | 140.02% |
| Worst Month | -10.27% | -56.44% |
| Best Year | 96.67% | 921.46% |
| Worst Year | -7.31% | -90.22% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.29% | -1.48% |
| Avg. Up Week | 5.35% | 13.14% |
| Avg. Down Week | -3.55% | -6.88% |
| Avg. Up Month | 8.04% | 32.87% |
| Avg. Down Month | -5.57% | -22.07% |
| Win Days % | 45.94% | 50.17% |
| Win Month % | 66.67% | 52.17% |
| Win Week % | 59.18% | 47.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |